Srihayati, Lena (2016) ANALISIS HUBUNGAN ANTARA KURS DENGAN INFLASI, PDB, DAN TINGKAT SUKU BUNGA DI INDONESIA. Other thesis, UPN "VETERAN" YOGYAKARTA.
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Abstract
The objective of this research is to examine the relationship between Real Exchange Rateon Inflation, GDP, and Interest Rate in Indo nesia. The variables used are: Real Exchange Rate, Inflation (Consumer Price Index), Real GDP, and Interest Rate (Bank Indonesia Certificates). The data used in this researchis time- series data in monthly period from january 2002 to december 2009. Analysis methods used are Granger Causality Test, Stationary Test usingUnit Roots T est of Augmented Dickey Fuller (ADF) with Akaike Information Criterion(AIC) , Optimum Lag Test, and Stability Test using AR Roots Table and Graph.The results of Granger Causality Test show that the Inflationdoes Granger cause to the Exchange Rate but the Exchange Rate does not Granger cause to the Inflation, there is a way- one relationship from Inflation toward Exchange Rate. On the other hand, the GDP does not Granger cause the Exchange Rate, and the reverse is the same. The Interest Rate does not Granger cause the Exchange Rate, and the reverse is the same. Keywords: RealExchange Rate, Inflation (CPI) , Real GDP, Interest Rate, Granger Causality
| Item Type: | Thesis (Other) |
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| Subjects: | H Social Sciences > HJ Public Finance |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Muji Isambina |
| Date Deposited: | 28 Sep 2016 07:24 |
| Last Modified: | 28 Sep 2016 07:26 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/6913 |
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